Howdy, Terminus-
That happens when you're playing the game in "demo" mode -- that is, when you haven't yet purchased either the game itself (Jutland Pro edition) or the add-on needed for that particular campaign or scenario -- Ship Pack 1, Ship Pack 2 or the Falklands Map Pack. For example, I'm currently playing the Dogger Bank campaign, covering January 1915. That campaign requires Ship Pack 2, which adds ships used in the campaign, as well as Jutland Pro. Which campaign are you trying to play?